yeah - with a dedicated transformer, the thermostat will never be able to report "offline" due to power loss. It doesn't know that the boiler is off, because it (the thermostat) still has power.
You might consider using a relay connected to the boiler power (24VAC probably), and the other side connected to (for example) the contact sensor leads on an Ecolink z-wave contact sensor (like this one), and then building a Rule that uses this as it's trigger event...
